Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-21 0.215962 0.232238 0.249646 0.269735 0.292388 0.317266 0.346831
2025-12-28 0.196181 0.217767 0.242026 0.271577 0.306978 0.348521 0.401720
2026-01-04 0.184131 0.209480 0.239096 0.276796 0.324326 0.383441 0.464527
2026-01-11 0.171164 0.198348 0.231061 0.274155 0.330757 0.404631 0.512167
2026-01-18 0.163132 0.192194 0.228116 0.276965 0.343672 0.434947 0.576104
2026-01-25 0.151870 0.181000 0.217690 0.268728 0.340436 0.442091 0.606856
2026-02-01 0.141967 0.170805 0.207698 0.260005 0.335295 0.445365 0.631417
2026-02-08 0.135757 0.164959 0.202935 0.257879 0.339068 0.461869 0.679585
2026-02-15 0.133023 0.163455 0.203774 0.263491 0.354491 0.497873 0.767606
2026-02-22 0.128494 0.159243 0.200568 0.262900 0.360227 0.518737 0.832106
2026-03-01 0.124003 0.154825 0.196772 0.261070 0.363692 0.535974 0.892932
2026-03-08 0.119198 0.149735 0.191723 0.256952 0.362993 0.545686 0.940128
2026-03-15 0.114452 0.144619 0.186514 0.252455 0.361614 0.554631 0.989397
2026-03-22 0.112408 0.143200 0.186565 0.256089 0.374210 0.591148 1.112040
2026-03-29 0.111077 0.142713 0.187920 0.261828 0.390964 0.638266 1.277400
2026-04-05 0.107808 0.139277 0.184675 0.259854 0.393686 0.657389 1.375340
2026-04-12 0.105973 0.137843 0.184366 0.262663 0.405391 0.697220 1.549490
2026-04-19 0.101730 0.132706 0.178150 0.255158 0.396982 0.691696 1.580113
2026-04-26 0.097600 0.127611 0.171814 0.247134 0.386996 0.681483 1.592791
2026-05-03 0.095138 0.124919 0.169111 0.245187 0.388652 0.698361 1.706838
2026-05-10 0.094462 0.124865 0.170511 0.250393 0.404852 0.752337 1.987653
2026-05-17 0.092541 0.122857 0.168720 0.249850 0.409351 0.778347 2.174436
2026-05-24 0.090472 0.120556 0.166367 0.248159 0.411305 0.798186 2.348058